A filter of the "cross-flow" type is described in U.S. Pat. No. 3,533,416. Its advantages reside in a substantially higher power of retention than normal filters, without a pressure drop. A device for the shaping of such filtering members is described in U.S. Pat. No. 3,826,177. In this device, the rod of cellulose acetate, previously coated with a plasticizing agent and heated by means of water vapor, passes between a set of shaping wheels, then it is cut into filter sections. Since cutting takes place after shaping of the members, it is necessary that the cut occurs exactly between successive members, which requires very accurate synchronization of the shaping members and cutting members and an absolutely uniform feed of the rod. If these conditions are not satisfied, even momentarily, this results in waste which may be very considerable.